-7.2%
INTU vs FRMI
-52.5%
+45.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.7% | -26.2% | +2.7% |
| 7D | +0.1% | +66.2% | -66.2% | +5.3% |
| 30D | +10.1% | -17.4% | +27.5% | +8.6% |
| 3M | -4.2% | -60.5% | +56.3% | -11.6% |
| 6M | -7.2% | -56.5% | +49.3% | -13.5% |
| All | -7.2% | -52.5% | +45.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FRMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling